Useful lifetime tracking via the IMM

Inference of the expected time-to-failure is made difficult by the need to track and predict the trajectories of real-valued system parameters over essentially unbounded domains, and by the need to identify a subset of these domains that refers to a state of unsafe operation. In a previous paper we proposed a novel technique whereby these problems are avoided: instead of physical system or sensor parameters, sensor-level test-failure probability vectors (bounded within the unit hypercube) are tracked; and via a close relationship with the TEAMS suite of modeling tools, the terminal states for all such vectors can be enumerated. In that paper a full-dimension Kalman filter and IMM (interacting multiple model) tracking solution was proposed, but results were preliminary. In this paper we continue, modify, and provide reasonably convincing results.